TWIG.js

// @link http://en.wikipedia.org/wiki/Exponential_moving_average#Exponential_moving_average

var EMA = require('./EMA.js');

var Indicator = function(config) {


    this.age = 0;
    this.ema = new EMA(21);
    this.ema2 = new EMA(21);
    this.ema3 = new EMA(config.ema);
    this.ema3_weight = config.ema
    this.result = false;
    this.ll = false;
    this.hh = false;
    this.prev = {};
}


Indicator.prototype.update = function(candle) {
    /* Candle.close .high .open .low */

    /* This.result == false by defaults, so if it's still false
     It means this is the first time we update the indicator */
    if(this.result === false) {
        // When we have no results we watch the first candle
        this.hh = candle.close;
        this.ll = candle.close;
    } else {
        this.hh = Math.max(this.hh, this.prev.close);
        this.ll = Math.min(this.ll, this.prev.close);
    }
    this.calculate(candle);


    this.prev.close = candle.close;
    return this.result;
}

// TMF = EMA[Volume *((Close - LL) / (HH - LL) * 2 - 1 )] / EMA[Volume] * 100
Indicator.prototype.calculate = function(candle) {
//    var Range = (candle.close - this.ll) / ((this.hh - this.ll) *2 -1);
    var leftpart = (candle.close - this.ll) -(this.hh -candle.close);
    var rightpart = (this.hh - this.ll) * candle.volume;

    console.log("leftpart ->", leftpart);
    console.log("rightpart ->", rightpart);
    var Range =  leftpart / rightpart;
    console.log("range ->", Range);
    var RangeV = this.ema.update(Range);
    console.log("rangeV ->", RangeV);
    var e2 = this.ema2.update(candle.volume);
    var TMF = (RangeV/e2)*100;
    console.log("tmf->", TMF);
  //  if(this.ema3_weight!=0)
    //    this.result = this.ema3.update(TMF);
  //      this.result = TMF - this.ema3.update(TMF);
  //  else
        this.result = TMF;
    //console.log("result->", this.result);
}

module.exports = Indicator;